Alan Greenspan, the Quants and Stochastic Optimal Control
Year of publication: |
2011
|
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Authors: | Stein, Jerome L. |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (41 p) |
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Series: | Economics Discussion Paper ; No. 2010-17 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1726773 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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